hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
799.12
Total PnL
-200.88 (-20.09%)
Total Trades (Win/Los)
12 (4/8)
Win Rate
33.33%
Max Drawdown
533.71 (42.43%)
Total Fees
2.46
Position avg (max), %
32.85 (48.04)
Profit Factor
0.48
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | — | 2.32% | 20.87% | -17.36% | 10.51% | -4.90% | 6.35% | -15.72% | -4.32% | -1.16% | 14.99% | -9.44% | -5.18% |
| 2025 | -7.31% | -5.77% | 4.68% | -4.15% | -1.57% | 0.43% | -9.07% | 5.17% | 1.29% | -2.57% | 9.11% | 1.42% | -9.53% |
| 2026 | 2.99% | 3.16% | -6.76% | 0.19% | -6.13% | 0.01% | — | — | — | — | — | — | -6.82% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 799.12 |
| Min balance | 724.11 |
| Max balance | 1257.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.77 |
| Average monthly return (arithmetic), % | -0.44 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -200.88 |
| Total PnL, % | -20.09 |
| Gross profit | 179.32 |
| Gross loss | 372.17 |
| Trading volume (USDT) | 6854.25 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.46 |
| Funding net | -5.57 |
| Funding accrued (received) | 14.41 |
| Funding paid | 19.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 4 |
| Los Trades | 8 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -16.0707 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.85 |
| Position max, % of margin balance | 48.04 |
| Max Drawdown | 533.71 |
| Max Drawdown, % | 42.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4818 |
| Recovery Factor (Total PnL / Max DD) | -0.3764 |
| Sharpe ratio (monthly) | -0.1866 |
| Sortino ratio (monthly) | -0.2643 |
| CAGR, % | -8.87 |
| Calmar ratio (CAGR / Max DD%) | -0.2090 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -192.85 | Fee: 2.46 | Vol: 6854.25
Realized PnL by Symbol
Details
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